Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak?

Zied Ftiti Waël Louhichi Hachmi Ben Ameur

Published in: Ann. Oper. Res. (2023)

Keyphrases

exchange rate
garch model
early warning
financial time series
financial crisis
grey model
stock market
financial markets

foreign exchange
stock price
short term
public health
stock index futures
technical indicators
forecasting model
turning points

crude oil
wave propagation
medium term
early stage
failure prediction
stock returns
prediction model
stock exchange

financial data
weather forecasting
chinese stock market
non stationary
outbreak detection
sar images
wave equation
dengue fever